Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1591984.2856 | 1645776.1712 | -53791.8856 | 8861.0084 | 218853.1103 | -209992.102 |
Total P&L (%) | 1591.9843 | 1645.7762 | -53.7919 | 8.861 | 218.8531 | -209.9921 |
Avg Daily Profit (%) | 0.8449 | 0.8734 | -0.0285 | 0.0045 | 0.0616 | 0 |
Buy And Hold Return (%) | 321.1384 | 321.1384 | 321.1384 | 321.1384 | 321.1384 | 321.1384 |
Max Trade Drawdown | -187712 | -130900 | -102034 | -3886128 | -3383400 | -580832 |
Profit Factor | 3.4156 | 5.2289 | 0.8007 | 1.0012 | 1.0416 | 0.9065 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 46.8354 | 48.7179 | 45 | 46.8354 | 48.7179 | 45 |
Ratio Avg Win / Avg Loss | 3.8772 | 5.5041 | 0.9786 | 1.1365 | 1.0964 | 1.108 |
Largest Winning Trade | 1535467 | 1535467 | 29603 | 2331342 | 2331342 | 714547 |
Largest Losing Trade | -56348 | -51906 | -56348 | -1566590 | -1566590 | -462455 |
Avg Bars in Trades | 64 | 103 | 26 | 64 | 103 | 26 |
Avg Bars in Winners | 61 | 84 | 36 | 61 | 84 | 36 |
Avg Bars in Losers | 67 | 121 | 18 | 67 | 121 | 18 |
Bars Traded | 5106 | 4038 | 1068 | 5106 | 4038 | 1068 |
Profit Streak | 138.9573 | 0 | 142.624 | 138.9573 | 0 | 142.624 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -13572 | 700719 | -581844 | -603743 | -451746 | -580178 |
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{ "first_band": { "type": "kcl", "factors": { "length": 155, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 147, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 155, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 147, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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